-60.0%
Z vs FTV
+31.4%
-91.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -4.9% | +3.7% | -8.6% | -6.9% |
| 30D | +3.0% | +16.8% | -13.9% | -4.5% |
| 3M | -13.4% | +10.4% | -23.8% | -17.6% |
| 6M | -27.3% | +12.8% | -40.2% | -32.0% |
| YTD | -57.8% | +23.3% | -81.1% | -60.4% |
| 1Y | -60.0% | +31.0% | -91.0% | -64.6% |
| All | -60.0% | +31.4% | -91.5% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling